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31.
32.
Su-Yun Huang Chuhsing Kate Hsiao Ching-Wei Chang 《Annals of the Institute of Statistical Mathematics》2003,55(3):655-670
The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccioet al. The correction volume of probability α in DiCiccioet al. is fixed and suggested to take the value α=0.05. In this article α is selected based on an asymptotic analysis to minimize
the mean square relative error (MSRE). This optimal choice of α is shown to be invariant under linear transformations. The
invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical
use. A simulation study and a real data example are presented. 相似文献
33.
Noga Alon Oded Goldreich Johan Hstad Ren Peralta 《Random Structures and Algorithms》1992,3(3):289-304
We present three alternative simple constructions of small probability spaces on n bits for which any k bits are almost independent. The number of bits used to specify a point in the sample space is (2 + o(1)) (log log n + k/2 + log k + log 1/?), where ? is the statistical difference between the distribution induced on any k bit locations and the uniform distribution. This is asymptotically comparable to the construction recently presented by Naor and Naor (our size bound is better as long as ? < 1/(k log n)). An additional advantage of our constructions is their simplicity. 相似文献
34.
Perfect information two-person zero-sum markov games with imprecise transition probabilities 总被引:1,自引:0,他引:1
Hyeong Soo Chang 《Mathematical Methods of Operations Research》2006,64(2):335-351
Based on an extension of the controlled Markov set-chain model by Kurano et al. (in J Appl Prob 35:293–302, 1998) into competitive two-player game setting, we provide a model of perfect information two-person zero-sum Markov games with imprecise transition probabilities. We define an equilibrium value for the games formulated with the model in terms of a partial order and then establish the existence of an equilibrium policy pair that achieves the equilibrium value. We further analyze finite-approximation error bounds obtained from a value iteration-type algorithm and discuss some applications of the model. 相似文献
35.
We define a classical probability analogue of Voiculescu's free entropy dimension that we shall call the classical probability entropy dimension of a probability measure on Rn. We show that the classical probability entropy dimension of a measure is related with diverse other notions of dimension. First, it can be viewed as a kind of fractal dimension. Second, if one extends Bochner's inequalities to a measure by requiring that microstates around this measure asymptotically satisfy the classical Bochner's inequalities, then we show that the classical probability entropy dimension controls the rate of increase of optimal constants in Bochner's inequality for a measure regularized by convolution with the Gaussian law as the regularization is removed. We introduce a free analogue of the Bochner inequality and study the related free entropy dimension quantity. We show that it is greater or equal to the non-microstates free entropy dimension. 相似文献
36.
Discrete-time GI/Geo/1 queue with multiple working vacations 总被引:2,自引:0,他引:2
Consider the discrete time GI/Geo/1 queue with working vacations under EAS and LAS schemes. The server takes the original
work at the lower rate rather than completely stopping during the vacation period. Using the matrix-geometric solution method,
we obtain the steady-state distribution of the number of customers in the system and present the stochastic decomposition
property of the queue length. Furthermore, we find and verify the closed property of conditional probability for negative
binomial distributions. Using such property, we obtain the specific expression for the steady-state distribution of the waiting
time and explain its two conditional stochastic decomposition structures. Finally, two special models are presented.
相似文献
37.
In his celebrated paper, Polya has considered the random walk in the three-dimensional (cubic) lattice and showed that the probability of return to the origin is less than 1. Subsequent authors have shown that the probability is %34.053.... Here we consider the same random walk, with the restriction that the drunkard is only allowed to stay inxyz. It is shown that his probability of returning to the originand staying in the allowed region is %6.4844.... 相似文献
38.
This is a sequel to Part I of A Subjective Bayesian Approach to the Theory of Queues. The focus here is on inference and a use of Shannon's measure of information for assessing the amount of information conveyed by the various types of data from queues. The notation and terminology used here is established in Part I. 相似文献
39.
形状记忆合金(SMA)是二十一世纪具有形状记忆效应的新型智能材料.针对具有非对称约束的SMA梁,本文构造了碰撞振动系统.在无碰撞和有碰撞两种情况下,利用随机平均法给出了近似解析结果.数值模拟作为验证解析结果的工具.结果表明,系统能量的概率响应曲线具有非光滑特性.当约束位置发生变化时,系统会出现随机P分岔和D分岔. 相似文献
40.
We consider quantum unbounded spin systems (lattice boson systems) in -dimensional lattice space Z. Under appropriate conditions on the interactions we prove that in a region of high temperatures the Gibbs state is unique, is translationally invariant, and has clustering properties. The main methods we use are the Wiener integral representation, the cluster expansions for zero boundary conditions and for general Gibbs state, and explicitly -dependent probability estimates. For one-dimensional systems we show the uniqueness of Gibbs states for any value of temperature by using the method of perturbed states. We also consider classical unbounded spin systems. We derive necessary estimates so that all of the results for the quantum systems hold for the classical systems by straightforward applications of the methods used in the quantum case. 相似文献